NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.17 |
96.15 |
-0.02 |
0.0% |
91.90 |
| High |
96.46 |
98.50 |
2.04 |
2.1% |
96.87 |
| Low |
94.59 |
95.48 |
0.89 |
0.9% |
90.73 |
| Close |
96.06 |
97.87 |
1.81 |
1.9% |
96.06 |
| Range |
1.87 |
3.02 |
1.15 |
61.5% |
6.14 |
| ATR |
2.76 |
2.78 |
0.02 |
0.7% |
0.00 |
| Volume |
36,074 |
36,294 |
220 |
0.6% |
198,547 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.34 |
105.13 |
99.53 |
|
| R3 |
103.32 |
102.11 |
98.70 |
|
| R2 |
100.30 |
100.30 |
98.42 |
|
| R1 |
99.09 |
99.09 |
98.15 |
99.70 |
| PP |
97.28 |
97.28 |
97.28 |
97.59 |
| S1 |
96.07 |
96.07 |
97.59 |
96.68 |
| S2 |
94.26 |
94.26 |
97.32 |
|
| S3 |
91.24 |
93.05 |
97.04 |
|
| S4 |
88.22 |
90.03 |
96.21 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
110.66 |
99.44 |
|
| R3 |
106.83 |
104.52 |
97.75 |
|
| R2 |
100.69 |
100.69 |
97.19 |
|
| R1 |
98.38 |
98.38 |
96.62 |
99.54 |
| PP |
94.55 |
94.55 |
94.55 |
95.13 |
| S1 |
92.24 |
92.24 |
95.50 |
93.40 |
| S2 |
88.41 |
88.41 |
94.93 |
|
| S3 |
82.27 |
86.10 |
94.37 |
|
| S4 |
76.13 |
79.96 |
92.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.50 |
91.55 |
6.95 |
7.1% |
2.45 |
2.5% |
91% |
True |
False |
37,032 |
| 10 |
98.50 |
90.73 |
7.77 |
7.9% |
2.54 |
2.6% |
92% |
True |
False |
37,475 |
| 20 |
103.76 |
90.73 |
13.03 |
13.3% |
2.71 |
2.8% |
55% |
False |
False |
33,755 |
| 40 |
105.81 |
90.73 |
15.08 |
15.4% |
2.98 |
3.0% |
47% |
False |
False |
25,143 |
| 60 |
115.58 |
90.73 |
24.85 |
25.4% |
2.99 |
3.1% |
29% |
False |
False |
20,258 |
| 80 |
115.58 |
90.73 |
24.85 |
25.4% |
2.72 |
2.8% |
29% |
False |
False |
17,120 |
| 100 |
115.58 |
90.73 |
24.85 |
25.4% |
2.62 |
2.7% |
29% |
False |
False |
15,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.34 |
|
2.618 |
106.41 |
|
1.618 |
103.39 |
|
1.000 |
101.52 |
|
0.618 |
100.37 |
|
HIGH |
98.50 |
|
0.618 |
97.35 |
|
0.500 |
96.99 |
|
0.382 |
96.63 |
|
LOW |
95.48 |
|
0.618 |
93.61 |
|
1.000 |
92.46 |
|
1.618 |
90.59 |
|
2.618 |
87.57 |
|
4.250 |
82.65 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.58 |
97.43 |
| PP |
97.28 |
96.99 |
| S1 |
96.99 |
96.55 |
|